+152.5%
JPM vs VMC
+48.3%
+104.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.7% |
| 7D | -0.4% | -5.3% | +4.9% | +1.8% |
| 30D | -1.4% | -12.3% | +10.8% | +3.9% |
| 3M | +13.9% | -10.3% | +24.2% | +18.3% |
| 6M | +23.5% | -8.6% | +32.1% | +26.9% |
| YTD | +11.6% | -11.9% | +23.5% | +15.6% |
| 1Y | +21.4% | -13.9% | +35.3% | +26.8% |
| 3Y | +163.4% | +18.2% | +145.3% | +132.4% |
| 5Y | +152.5% | +47.7% | +104.8% | +94.0% |
| All | +152.5% | +48.3% | +104.3% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling